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Symposium on Interest Rate Risk Management

L. William Seidman Center
Main Auditorium
3501 Fairfax Drive
Arlington VA, 22226-3599

Friday, January 29, 2010

7:15am - Registration and Continental Breakfast

8:00am - Introduction
Sheila C. Bair, Chairman, Federal Deposit Insurance Corporation (FDIC)

8:15am - Focusing on Bank Institution Interest Rate Risk (IRR) Exposure
Donald L. Kohn, Vice Chairman, Board of Governors of the Federal Reserve System

8:45am - Smaller Banks: Hedging and Other Alternatives to Manage IRR
Moderator: Christopher J. Spoth, Senior Deputy Director,
Division of Supervision and Consumer Protection, FDIC

10:15am - Coffee Break

10:30am - Larger Banks' Approach to IRR Management and Market Issues
Moderator: Joseph A. Jiampietro, Senior Advisor to the Chairman for Markets, FDIC

(12:00pm) Lunch Speaker
Mohamed El-Erian, Chief Executive Officer, Pacific Investment Management Company, LLC (PIMCO)

1:30pm - Supervisory Expectations for IRR Management
Moderator: Jason C. Cave, Deputy to the Chairman, FDIC

  • George E. French, Deputy Director, Division of Supervision and Consumer Protection, FDIC
    Kerri R. Corn, Director for Market Risk, Office of the Comptroller of the Currency
    James A. Embersit, Deputy Associate Director, Division of Banking Supervision
             and Regulations, Board of Governors of the Federal Reserve System

    Thomas E. Day, Senior Risk and Policy Advisor, Supervision, Office of Thrift Supervision

2:15pm - Haircutting Secured Liabilities in a Systemic Risk Failure
Moderator: James R. Wigand, Deputy Director, Division of Resolutions and Receiverships, FDIC

  • Michael H. Krimminger, Deputy to the Chairman for Policy, FDIC
    Joshua Rosner, Managing Director, Graham-Fisher & Company

3:00pm - Closing Remarks
Sheila C. Bair, Chairman, FDIC


Last Updated 2/19/2010 communications@fdic.gov